Follow
Hui Jun Zhang
Hui Jun Zhang
McGill University and CIRANO
Verified email at mail.mcgill.ca
Title
Cited by
Cited by
Year
Exchange rates and commodity prices: Measuring causality at multiple horizons
HJ Zhang, JM Dufour, JW Galbraith
Journal of Empirical Finance 36, 100-120, 2016
1382016
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
SY Hong, OB Linton, HJ Zhang
Journal of Financial Econometrics 15 (2), 173-222, 2017
132017
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
SY Hong, OB Linton, HJ Zhang
132016
Short and long run second-order causality: theory, measures and inference
JM Dufour, HJ Zhang
62012
Multivariate variance ratio statistics
SY Hong, O Linton, HJ Zhang
Faculty of Economics, 2014
12014
Essays on causality and volatility in econometrics with financial applications
HJ Zhang
McGill University, 2013
2013
Linear estimation of weak GARCH models
HJ Zhang
2011
The system can't perform the operation now. Try again later.
Articles 1–7